Bonnans, J. Frédéric; Bonnet, Guillaume; Mirebeau, Jean-Marie Second order monotone finite differences discretization of linear anisotropic differential operators. (English) Zbl 1483.65169 Math. Comput. 90, No. 332, 2671-2703 (2021). Reviewer: Murli Gupta (Washington, D.C.) MSC: 65N06 35J70 90C49 PDFBibTeX XMLCite \textit{J. F. Bonnans} et al., Math. Comput. 90, No. 332, 2671--2703 (2021; Zbl 1483.65169) Full Text: DOI HAL
Benamou, Jean-David; Collino, Francis; Mirebeau, Jean-Marie Monotone and consistent discretization of the Monge-Ampère operator. (English) Zbl 1416.65400 Math. Comput. 85, No. 302, 2743-2775 (2016). MSC: 65N06 35J96 PDFBibTeX XMLCite \textit{J.-D. Benamou} et al., Math. Comput. 85, No. 302, 2743--2775 (2016; Zbl 1416.65400) Full Text: DOI arXiv
Debrabant, Kristian; Jakobsen, Espen R. Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. (English) Zbl 1276.65050 Math. Comput. 82, No. 283, 1433-1462 (2013). Reviewer: K. N. Shukla (Gurgaon) MSC: 65M06 65M12 65M15 35F21 35K65 49L25 PDFBibTeX XMLCite \textit{K. Debrabant} and \textit{E. R. Jakobsen}, Math. Comput. 82, No. 283, 1433--1462 (2013; Zbl 1276.65050) Full Text: DOI arXiv
Barles, Guy; Jakobsen, Espen R. Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations. (English) Zbl 1123.65096 Math. Comput. 76, No. 260, 1861-1893 (2007). Reviewer: Marius Ghergu (Dublin) MSC: 65M15 65M06 49L25 35K60 PDFBibTeX XMLCite \textit{G. Barles} and \textit{E. R. Jakobsen}, Math. Comput. 76, No. 260, 1861--1893 (2007; Zbl 1123.65096) Full Text: DOI arXiv
Krylov, N. V. A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators. (English) Zbl 1112.65087 Math. Comput. 76, No. 258, 669-698 (2007). Reviewer: Prabhat Kumar Mahanti (Saint John) MSC: 65M15 35K55 65M06 35B45 PDFBibTeX XMLCite \textit{N. V. Krylov}, Math. Comput. 76, No. 258, 669--698 (2007; Zbl 1112.65087) Full Text: DOI arXiv
Zhang, Jianfeng Rate of convergence of finite difference approximations for degenerate ordinary differential equations. (English) Zbl 1109.65070 Math. Comput. 75, No. 256, 1755-1778 (2006). Reviewer: Vladimir Gorbunov (Ul’yanovsk) MSC: 65L20 65L70 65L12 60H10 34B05 65L10 PDFBibTeX XMLCite \textit{J. Zhang}, Math. Comput. 75, No. 256, 1755--1778 (2006; Zbl 1109.65070) Full Text: DOI